Central Limit Theorem for Markov Chains
Part of the Springer Texts in Statistics book series (STS)
KeywordsMarkov Chain Invariant Measure Central Limit Theorem Simple Random Walk Stationary Markov Chain
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- Bremaud, P. (1999). Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queue, Springer, New York.Google Scholar
- Dobrushin, R. (1956b). Central limit theorems for non-stationary Markov chains, II, Teor. Veroyatnost Primerien, 1, 365–425.Google Scholar
- Gudynas, P. (1991). Refinements of the central limit theorem for homogeneous Markov chains, in Limit Theorems of Probability Theory, N.M. Ostianu (ed.), Akad. Nauk SSSR, Moscow, 200–218.Google Scholar
- Jones, G. (2004). On the Markov chain central limit theorem, Prob. Surveys, 1, 299–320.Google Scholar
© Springer Science+Business Media, LLC 2008